PortfoliosLab logoPortfoliosLab logo
HSWYX vs. HILYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSWYX vs. HILYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Schroders International Stock Fund Class Y (HSWYX) and Hartford International Value Fund (HILYX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HSWYX vs. HILYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSWYX
Hartford Schroders International Stock Fund Class Y
-3.41%25.99%7.35%17.00%-18.76%11.34%24.91%25.27%-12.42%28.98%
HILYX
Hartford International Value Fund
3.71%44.76%0.28%19.84%-2.28%18.79%-5.94%18.28%-17.74%23.52%

Returns By Period

In the year-to-date period, HSWYX achieves a -3.41% return, which is significantly lower than HILYX's 3.71% return.


HSWYX

1D
3.10%
1M
-7.50%
YTD
-3.41%
6M
-1.70%
1Y
14.57%
3Y*
11.32%
5Y*
5.52%
10Y*

HILYX

1D
2.88%
1M
-5.54%
YTD
3.71%
6M
10.14%
1Y
33.31%
3Y*
18.94%
5Y*
13.10%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSWYX vs. HILYX - Expense Ratio Comparison

HSWYX has a 0.82% expense ratio, which is lower than HILYX's 0.91% expense ratio.


Return for Risk

HSWYX vs. HILYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HSWYX
HSWYX Risk / Return Rank: 3232
Overall Rank
HSWYX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HSWYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
HSWYX Omega Ratio Rank: 3030
Omega Ratio Rank
HSWYX Calmar Ratio Rank: 3434
Calmar Ratio Rank
HSWYX Martin Ratio Rank: 3333
Martin Ratio Rank

HILYX
HILYX Risk / Return Rank: 9191
Overall Rank
HILYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
HILYX Omega Ratio Rank: 9191
Omega Ratio Rank
HILYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HILYX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HSWYX vs. HILYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Schroders International Stock Fund Class Y (HSWYX) and Hartford International Value Fund (HILYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HSWYXHILYXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.11

-1.27

Sortino ratio

Return per unit of downside risk

1.24

2.72

-1.49

Omega ratio

Gain probability vs. loss probability

1.17

1.42

-0.25

Calmar ratio

Return relative to maximum drawdown

1.09

2.82

-1.73

Martin ratio

Return relative to average drawdown

4.10

10.85

-6.75

HSWYX vs. HILYX - Sharpe Ratio Comparison

The current HSWYX Sharpe Ratio is 0.84, which is lower than the HILYX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of HSWYX and HILYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HSWYXHILYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.11

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.87

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.59

+0.01

Correlation

The correlation between HSWYX and HILYX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HSWYX vs. HILYX - Dividend Comparison

HSWYX's dividend yield for the trailing twelve months is around 2.81%, less than HILYX's 5.59% yield.


TTM20252024202320222021202020192018201720162015
HSWYX
Hartford Schroders International Stock Fund Class Y
2.81%2.72%1.36%1.23%1.37%1.95%0.32%1.08%8.65%1.25%0.00%0.00%
HILYX
Hartford International Value Fund
5.59%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%

Drawdowns

HSWYX vs. HILYX - Drawdown Comparison

The maximum HSWYX drawdown since its inception was -33.12%, smaller than the maximum HILYX drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for HSWYX and HILYX.


Loading graphics...

Drawdown Indicators


HSWYXHILYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-48.29%

+15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.31%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-25.58%

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-48.29%

Current Drawdown

Current decline from peak

-9.42%

-7.54%

-1.88%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.23%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.94%

+0.32%

Volatility

HSWYX vs. HILYX - Volatility Comparison

Hartford Schroders International Stock Fund Class Y (HSWYX) has a higher volatility of 7.97% compared to Hartford International Value Fund (HILYX) at 7.20%. This indicates that HSWYX's price experiences larger fluctuations and is considered to be riskier than HILYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HSWYXHILYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

7.20%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

10.43%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

15.83%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

15.11%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

17.07%

+0.09%